Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-12 0.415624 0.460764 0.511150 0.572043 0.644295 0.728130 0.834025
2025-10-19 0.354964 0.410261 0.476069 0.561552 0.671816 0.812468 1.011105
2025-10-26 0.318610 0.379791 0.456212 0.561280 0.706454 0.907515 1.222436
2025-11-02 0.285014 0.347297 0.427862 0.543415 0.711789 0.960998 1.387491
2025-11-09 0.255238 0.316000 0.396635 0.516007 0.697200 0.979956 1.501076
2025-11-16 0.238080 0.299495 0.383132 0.511060 0.713815 1.049045 1.721580
2025-11-23 0.231168 0.296018 0.386945 0.531352 0.772229 1.199787 2.157625
2025-11-30 0.219640 0.284917 0.378426 0.531176 0.796187 1.293995 2.518510
2025-12-07 0.207590 0.272068 0.366028 0.523067 0.804553 1.359550 2.844678
2025-12-14 0.196441 0.259721 0.353299 0.512839 0.807176 1.413590 3.171793
2025-12-21 0.186419 0.248383 0.341219 0.502341 0.807514 1.462620 3.517035
2025-12-28 0.183616 0.247638 0.345556 0.520431 0.866210 1.661794 4.535100
2026-01-04 0.183196 0.250860 0.357080 0.553904 0.965928 2.009898 6.697614
2026-01-11 0.175052 0.241525 0.347241 0.546834 0.977253 2.126508 8.009254
2026-01-18 0.169065 0.235228 0.341997 0.547895 1.007368 2.313176 10.236907
2026-01-25 0.160581 0.224465 0.328395 0.531218 0.992759 2.353380 11.553952
2026-02-01 0.151153 0.211752 0.310714 0.504939 0.951075 2.289953 11.858229
2026-02-08 0.145900 0.205584 0.304051 0.500252 0.962469 2.419397 14.661650
2026-02-15 0.144787 0.206106 0.309104 0.519956 1.040117 2.839724 24.429156
2026-02-22 0.140796 0.201633 0.304915 0.519808 1.065138 3.067840 34.642530
2026-03-01 0.135988 0.195568 0.297477 0.511963 1.067423 3.199398 45.644436
2026-03-08 0.131200 0.189342 0.289410 0.502058 1.062285 3.296273 59.264801
2026-03-15 0.126662 0.183367 0.281508 0.491884 1.054884 3.381399 77.825997